eFastC_delta.online: eFastC_delta.online - wrapper function.

Description Usage Arguments Details Value Author(s)

View source: R/eFastC.R

Description

This is the wrapper function to hand e.cp3o_delta.online.initialise and e.cp3o_delta.online.update in to C++. This function is exported for developer use only.

Usage

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eFastC_delta.online(Z_, K_, delta_, alpha_, verbose_, oldlength_,
newlength_, cSum_, DLL_, DRR_, DLR_, Left_, Right_)

Arguments

Z_

A matrix containing the data.

K_

The maximum number of changepoints the user wishes to search for.

delta_

The window size used to calculate the calculate the complete portion of our approximate test statistic. This also corresponds to one less than the minimum segment size. It is the same as minseglen for PELT.

alpha_

The moment index used for determining the distance between and within segments.

verbose_

A flag indicating if status updates should be printed.

oldlength_

The number of data points previously. This is only used for update functions.

newlength_

The number of data points being observed in this calculation.

cSum_

The cumulative distance sum of all datapoints and the necessary empty cells to be filled by new data.

DLL_

Sum of within sample distances for left segments.

DRR_

Sum of within sample distances for right segments.

DLR_

Between sample distance sum using dll and drr.

Left_

A vector which gives the sum of distances before point i at Left(i,0).

Right_

A vector which gives the sum of distances after point i at Right(i,0).

Details

This function is used as a wrapper function to implement the ECP algorithm in C++. It simply hands across the necessary worker vectors, ensures all inputs are the correct type, and passes everything to the C++ function.

Value

A list is returned:

number

The number of estimated change points.

estimates

The location of the change points estimated by the procedure.

GofM

Goodness of Fit Model's score.

delta

The window size.

alpha

The moment index used.

verbose

A flag indicating if status updates should be printed.

csum

The cumulative distance sum of all datapoints and the necessary empty cells to be filled by new data.

dll

Sum of within sample distances for left segments.

dlr

Between sample distance sum using dll and drr.

drr

Sum of within sample distances for right segments.

left

A vector which gives the sum of distances before point i at Left(i,0).

right

A vector which gives the sum of distances after point i at Right(i,0).

Author(s)

Andrew Connell, Rebecca Killick, David Matteson


rkillick/changepoint.online documentation built on Sept. 26, 2020, 11:01 p.m.